· Research · 1 min read
Machine Learning in Quantitative Finance
How deep learning and neural networks are uncovering hidden patterns in vast unstructured financial datasets.
Beyond Linear Models
Traditional statistical arbitrage relied on linear regression and cointegration. Today, non-linear models powered by Deep Learning are uncovering complex relationships in market data that were previously invisible.
Alternative Data
It’s not just about price and volume anymore.
- Sentiment Analysis: Processing news flows and social media.
- Satellite Imagery: Estimating supply chain activity.
- Metadata: Analyzing order book microstructure.
Our models ingest terabytes of data daily to construct predictive signals with high Sharpe ratios.
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